Hi,
Where is -xtmixed- putting the estimated level-2 (higher) variance?
In this silly example (using the auto data), I'm sure stata is storing the
2.998226 (or a transformation of it) somewhere. I can't seem to find it.
suggestions?
thanks,
Michael Foster
UNC-CH
. xtmixed trunk foreign || mpg :
Performing EM optimization:
Performing gradient-based optimization:
Iteration 0: log restricted-likelihood = -199.14194
Iteration 1: log restricted-likelihood = -199.14194
Computing standard errors:
Mixed-effects REML regression Number of obs =
74
Group variable: mpg Number of groups =
21
Obs per group: min =
1
avg =
3.5
max =
9
Wald chi2(1) =
7.46
Log restricted-likelihood = -199.14194 Prob > chi2 =
0.0063
------------------------------------------------------------------------------
trunk | Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+----------------------------------------------------------------
foreign | -2.626966 .9617098 -2.73 0.006 -4.511882
-.7420492
_cons | 14.21769 .8380563 16.97 0.000 12.57513
15.86025
------------------------------------------------------------------------------
------------------------------------------------------------------------------
Random-effects Parameters | Estimate Std. Err. [95% Conf.
Interval]
-----------------------------+------------------------------------------------
mpg: Identity |
sd(_cons) | 2.998226 .7012791 1.895702
4.741969
-----------------------------+------------------------------------------------
sd(Residual) | 3.036442 .3012862 2.499804
3.688282
------------------------------------------------------------------------------
LR test vs. linear regression: chibar2(01) = 13.40 Prob >= chibar2 =
0.0001
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